Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 10,17% | 0,09 CHF | 0,10 CHF | 1 597 000 | 1 597 000 | 1 590 420 | 1 590 420 | 148 471 CHF | 164 375 CHF | 100,00% | 100,00% |
19/11/2024 | 10,35% | 0,10 CHF | 0,11 CHF | 1 516 400 | 1 516 400 | 1 510 020 | 1 510 020 | 138 565 CHF | 153 666 CHF | 99,84% | 99,84% |
18/11/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 1 563 800 | 1 563 800 | 1 557 360 | 1 557 360 | 152 727 CHF | 168 301 CHF | 100,00% | 100,00% |
15/11/2024 | 9,75% | 0,10 CHF | 0,11 CHF | 1 595 100 | 1 595 100 | 1 588 520 | 1 588 520 | 155 127 CHF | 171 013 CHF | 100,00% | 100,00% |
14/11/2024 | 10,58% | 0,10 CHF | 0,11 CHF | 1 725 200 | 1 725 200 | 1 718 080 | 1 718 080 | 154 072 CHF | 171 252 CHF | 100,00% | 100,00% |
13/11/2024 | 10,96% | 0,09 CHF | 0,10 CHF | 1 634 200 | 1 634 200 | 1 630 800 | 1 630 800 | 140 863 CHF | 157 171 CHF | 100,00% | 100,00% |
12/11/2024 | 9,67% | 0,09 CHF | 0,10 CHF | 1 494 600 | 1 494 600 | 1 488 440 | 1 488 440 | 146 594 CHF | 161 479 CHF | 99,86% | 99,86% |
11/11/2024 | 9,23% | 0,11 CHF | 0,12 CHF | 1 451 900 | 1 451 900 | 1 459 420 | 1 459 420 | 150 875 CHF | 165 469 CHF | 100,00% | 100,00% |
08/11/2024 | 9,48% | 0,10 CHF | 0,11 CHF | 1 537 800 | 1 537 800 | 1 518 270 | 1 518 270 | 152 653 CHF | 167 836 CHF | 98,88% | 98,88% |
07/11/2024 | 9,64% | 0,10 CHF | 0,11 CHF | 1 610 200 | 1 610 200 | 1 651 330 | 1 651 330 | 163 036 CHF | 179 550 CHF | 100,00% | 100,00% |